CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1549 |
1.1567 |
0.0018 |
0.2% |
1.1518 |
| High |
1.1578 |
1.1586 |
0.0008 |
0.1% |
1.1554 |
| Low |
1.1530 |
1.1549 |
0.0019 |
0.2% |
1.1432 |
| Close |
1.1566 |
1.1565 |
-0.0001 |
0.0% |
1.1552 |
| Range |
0.0048 |
0.0038 |
-0.0011 |
-21.9% |
0.0122 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
193 |
326 |
133 |
68.9% |
2,086 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1660 |
1.1586 |
|
| R3 |
1.1642 |
1.1622 |
1.1575 |
|
| R2 |
1.1604 |
1.1604 |
1.1572 |
|
| R1 |
1.1585 |
1.1585 |
1.1568 |
1.1576 |
| PP |
1.1567 |
1.1567 |
1.1567 |
1.1562 |
| S1 |
1.1547 |
1.1547 |
1.1562 |
1.1538 |
| S2 |
1.1529 |
1.1529 |
1.1558 |
|
| S3 |
1.1492 |
1.1510 |
1.1555 |
|
| S4 |
1.1454 |
1.1472 |
1.1544 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1836 |
1.1619 |
|
| R3 |
1.1756 |
1.1715 |
1.1585 |
|
| R2 |
1.1634 |
1.1634 |
1.1574 |
|
| R1 |
1.1593 |
1.1593 |
1.1563 |
1.1614 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1523 |
| S1 |
1.1472 |
1.1472 |
1.1541 |
1.1492 |
| S2 |
1.1391 |
1.1391 |
1.1530 |
|
| S3 |
1.1270 |
1.1350 |
1.1519 |
|
| S4 |
1.1148 |
1.1229 |
1.1485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1586 |
1.1432 |
0.0154 |
1.3% |
0.0066 |
0.6% |
86% |
True |
False |
453 |
| 10 |
1.1639 |
1.1432 |
0.0207 |
1.8% |
0.0060 |
0.5% |
64% |
False |
False |
429 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0070 |
0.6% |
46% |
False |
False |
402 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0068 |
0.6% |
46% |
False |
False |
341 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0065 |
0.6% |
45% |
False |
False |
328 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0056 |
0.5% |
32% |
False |
False |
282 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
21% |
False |
False |
232 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0054 |
0.5% |
21% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1684 |
|
1.618 |
1.1647 |
|
1.000 |
1.1624 |
|
0.618 |
1.1609 |
|
HIGH |
1.1586 |
|
0.618 |
1.1572 |
|
0.500 |
1.1567 |
|
0.382 |
1.1563 |
|
LOW |
1.1549 |
|
0.618 |
1.1525 |
|
1.000 |
1.1511 |
|
1.618 |
1.1488 |
|
2.618 |
1.1450 |
|
4.250 |
1.1389 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1567 |
1.1549 |
| PP |
1.1567 |
1.1533 |
| S1 |
1.1566 |
1.1517 |
|